Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 5.97% 0.16 CHF 0.17 CHF 325'000 325'000 319'256 319'256 51'844 CHF 55'036 CHF 99.38% 99.38%
19.11.2024 6.23% 0.17 CHF 0.18 CHF 325'000 325'000 337'788 337'784 52'518 CHF 55'896 CHF 91.05% 91.05%
18.11.2024 5.88% 0.15 CHF 0.16 CHF 350'000 350'000 315'807 315'807 52'102 CHF 55'260 CHF 99.28% 99.28%
15.11.2024 4.88% 0.20 CHF 0.21 CHF 250'000 250'000 252'851 252'851 50'564 CHF 53'092 CHF 99.39% 99.39%
14.11.2024 5.16% 0.20 CHF 0.21 CHF 250'000 250'000 273'967 273'967 51'709 CHF 54'448 CHF 99.35% 99.35%
13.11.2024 5.20% 0.18 CHF 0.19 CHF 300'000 300'000 278'985 278'985 52'188 CHF 54'978 CHF 99.38% 99.38%
12.11.2024 4.88% 0.20 CHF 0.21 CHF 250'000 250'000 251'580 251'579 50'274 CHF 52'790 CHF 99.05% 99.05%
11.11.2024 4.18% 0.23 CHF 0.24 CHF 225'000 225'000 225'782 225'782 52'883 CHF 55'141 CHF 99.29% 99.29%
08.11.2024 4.41% 0.23 CHF 0.24 CHF 225'000 225'000 238'940 238'940 53'024 CHF 55'413 CHF 99.38% 99.38%
07.11.2024 5.26% 0.19 CHF 0.20 CHF 250'000 250'000 280'774 280'775 51'986 CHF 54'793 CHF 99.27% 99.27%

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